+164.7%
COPX vs ZCMD
-100.0%
+264.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -2.3% |
| 30D | +0.3% | -24.8% | +25.0% | +0.6% |
| 3M | +6.8% | -62.8% | +69.6% | +5.7% |
| 6M | +7.9% | -99.5% | +107.5% | +9.8% |
| YTD | +23.7% | -99.8% | +123.5% | +26.6% |
| 1Y | +71.5% | -99.9% | +171.4% | +76.3% |
| 3Y | +149.1% | -100.0% | +249.1% | +159.7% |
| All | +164.7% | -100.0% | +264.7% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling